R/momChangeAbout.R

In DistributionUtils: Distribution Utilities

### transfer moments about different locations for any distributions
momChangeAbout <- function(order = "all", oldMom, oldAbout, newAbout) {

  if (!is.vector(oldMom))
    stop("A vector of moments must be supplied")

  if (order == "all") {
    ## Compute moment of up to length(oldMom) about location new
    mom <- rep(NA, length(oldMom))
    oldMoment <- c(1, oldMom)

    for (i in 1:length(oldMom)) {
      oldMom <- oldMoment[1:(i + 1)]
      binomCoeff <- choose(i, 0:i)
      diffPower <- (oldAbout - newAbout)^(i:0)
      mom[i] <- sum(binomCoeff * diffPower * oldMom)
    }
  } else {
    ## Check order is within in the right range
    if (length(oldMom) < order)
      stop("The length of of the vector oldMom must not be less than the value of order")

    if (!is.wholenumber(order))
      stop("Order must be a whole number")

    if ((order < 0))
      stop("Order must be positive")

    ## Compute moment of a specific order about location new
    oldMom <- c(1, oldMom)
    oldMom <- oldMom[1:(order + 1)]
    binomCoeff <- choose(order, 0:order)
    diffPower <- (oldAbout - newAbout)^(order:0)
    mom <- sum(binomCoeff * diffPower * oldMom)
  }

  ## Return moment
  return(mom)
}